+52.3%
SO vs W
+160.9%
-108.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.5% |
| 7D | -0.9% | -1.7% | +0.7% | -1.0% |
| 30D | +4.9% | +3.2% | +1.7% | +5.0% |
| 3M | +0.8% | +8.3% | -7.5% | +0.9% |
| 6M | +0.6% | +84.3% | -83.7% | +2.0% |
| YTD | +8.7% | +11.0% | -2.4% | +9.5% |
| 1Y | +4.0% | -0.2% | +4.2% | +4.6% |
| All | +52.3% | +160.9% | -108.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling